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Shareholder coordination, information diffusion and stock returns
Pantzalis, Christos; Wang, Bin - In: The financial review : the official publication of the … 52 (2017) 4, pp. 563-595
Persistent link: https://www.econbiz.de/10011771267
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Delisted stocks and momentum : evidence from a new Australian dataset
Huynh, Thanh D.; Smith, Daniel R. - In: Australian journal of management 42 (2017) 1, pp. 140-160
Persistent link: https://www.econbiz.de/10011774112
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The impact of oil price shocks on the U.S. stock market : a note on the roles of U.S. and non-U.S. oil production
Kang, Wensheng; Ratti, Ronald A.; Vespignani, Joaquin - 2016
Persistent link: https://www.econbiz.de/10011756478
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Tail risk dynamics in stock returns : links to the macroeconomy and global markets connectedness
Massacci, Daniele - In: Management science : journal of the Institute for … 63 (2017) 9, pp. 3072-3089
Persistent link: https://www.econbiz.de/10011749024
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The influence of oil price shocks on stock market returns : fresh evidence from Malaysia
Al-hajj, Ekhlas; Al-Mulali, Usama; Solarin Sakiru Adebola - In: International Journal of Energy Economics and Policy : IJEEP 7 (2017) 5, pp. 235-244
Persistent link: https://www.econbiz.de/10011750909
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The impact of oil price shocks on the U.S. stock market : a note on the roles of U.S. and non-U.S. oil production
Kang, Wensheng; Ratti, Ronald A.; Vespignani, Joaquin - In: Economics letters 145 (2016), pp. 176-181
Persistent link: https://www.econbiz.de/10011618391
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Exploring the nexus between oil price shocks and sectoral stock returns : a new evidence from stock exchange in Malaysia
Al-hajj, Ekhlas; Al-Mulali, Usama; Solarin Sakiru Adebola - In: Economic change & restructuring 54 (2021) 1, pp. 199-217
Persistent link: https://www.econbiz.de/10012427689
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Option-implied network measures of tail contagion and stock return predictability
Pedio, Manuela - 2021
Persistent link: https://www.econbiz.de/10012521637
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Fama-French five-factor asset pricing model : empirical evidence from Indian stock market
Tripathi, Vanita; Singh, Pardeep - In: International journal of business and globalisation : IJBG 27 (2021) 1, pp. 70-91
Persistent link: https://www.econbiz.de/10012505788
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Financial Constraints and Stock Returns
Lamont, Owen - 1997
We test whether the impact of financial constraints on firm value is observable in asset" returns. We form portfolios of firms based on observable characteristics related to financial" constraints, and test for common covariation in the stock returns of these firms. Using several" different...
Persistent link: https://www.econbiz.de/10012472600